|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2/8/23 8:39
AM |
|
|
|
|
|
Rate
Indications |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
To take down
an advance, login to eBanking or contact the Member Transaction Desk : |
|
|
|
|
|
|
855-345-2244, Option 1 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Today's Headlines |
|
Market Rates |
|
|
|
Early bird discounts, all before 10:00 a.m.: (1) Available on
A120 (<= 27 days) advances, additional volume discounts may be available;
(2) 1-month (no minimum at 4.69%) and 3-month (no minimum at 4.87%) A121
advances. To execute, please call the Member Transaction Desk before 10:00
a.m.
Advance Discount Specials (until February 28, 2023): 5 bps discount on qualifying fixed rate fixed term advances,
callable fixed rate, and amortizers. Visit our Solutions page on fhlbc.com
for Terms and Conditions.
|
|
Term |
Treasury |
Swaps |
Fixed Rate Advances |
|
|
|
|
2 years |
4.45% |
4.47% |
4.66% |
|
|
|
|
5 years |
3.82% |
3.60% |
4.01% |
|
|
|
|
7 years |
3.75% |
3.45% |
4.16% |
|
|
|
|
10 years |
3.66% |
3.36% |
4.28% |
|
|
|
|
|
|
|
|
|
FHLBC Deposit Rates^ |
|
|
|
|
|
|
|
|
|
DID
(yesterday) |
4.41679% |
^Call for term deposit rates. |
|
|
|
Fixed Rate
Advances |
|
Fixed Rate Callable Advances (Call Option
Owned by Member) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Term |
Community
Advances |
Regular
Advances |
All-in After
Dividend* |
Forward-Starting |
|
Term |
Lockout |
Bermudan |
All-in After Dividend* |
Option Cost |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 week |
|
4.71% |
4.56% |
Advances settle one year forward from today and
then have stated term to maturity |
|
2 years |
6 months |
5.50% |
5.35% |
0.84% |
|
|
|
|
|
|
|
|
2 weeks |
4.71% |
4.56% |
|
2 years |
1 year |
5.38% |
5.23% |
0.72% |
|
|
3 weeks |
4.71% |
4.56% |
|
3 years |
6 months |
5.56% |
5.41% |
1.29% |
|
|
1 month |
4.61% |
4.71% |
4.56% |
|
3 years |
1 year |
5.44% |
5.29% |
1.17% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3 months |
4.79% |
4.89% |
4.74% |
|
5 years |
6 months |
5.78% |
5.63% |
1.78% |
|
|
6 months |
4.99% |
5.09% |
4.94% |
|
5 years |
1 year |
5.66% |
5.50% |
1.65% |
|
9 months |
5.07% |
5.17% |
5.02% |
|
|
5 years |
2 year |
4.92% |
4.77% |
0.92% |
|
1 year |
5.00% |
5.10% |
4.95% |
4.18% |
|
7 years |
1 year |
5.72% |
5.57% |
1.56% |
|
1.5 years |
4.82% |
4.92% |
4.77% |
3.91% |
|
7 years |
2 years |
4.98% |
4.83% |
0.82% |
|
2 years |
4.56% |
4.66% |
4.51% |
3.80% |
|
10 years |
2 years |
5.34% |
5.19% |
1.06% |
|
|
2.5 years |
4.32% |
4.42% |
4.27% |
3.77% |
|
10 years |
3 years |
4.77% |
4.62% |
0.49% |
|
|
3 years |
4.17% |
4.27% |
4.11% |
3.74% |
|
10 years |
5 years |
4.55% |
4.40% |
0.27% |
|
|
3.5 years |
4.07% |
4.17% |
4.02% |
3.71% |
|
15 years |
5 years |
4.80% |
4.64% |
0.18% |
|
|
4 years |
4.01% |
4.11% |
3.96% |
3.69% |
|
Fixed Rate Putable Advances (Call Option
Owned by FHLBC) |
|
|
|
|
|
|
4.5 years |
3.95% |
4.05% |
3.90% |
3.77% |
|
Term |
Lockout |
European |
All-in After Dividend* |
Option Value |
|
|
|
|
|
|
5 years |
3.91% |
4.01% |
3.86% |
3.85% |
|
3 years |
6 months |
3.94% |
3.79% |
-1.15% |
|
|
|
|
|
|
6 years |
3.99% |
4.09% |
3.94% |
3.96% |
|
5 years |
6 months |
3.53% |
3.38% |
-1.56% |
|
|
|
|
|
|
7 years |
4.06% |
4.16% |
4.01% |
4.06% |
|
7 years |
6 months |
3.36% |
3.21% |
-1.73% |
|
|
10 years |
4.18% |
4.28% |
4.13% |
4.22% |
|
10 years |
6 months |
3.30% |
3.14% |
-1.79% |
|
|
|
|
|
|
15 years |
Call for availability |
4.61% |
4.46% |
|
|
3 years |
1 year |
4.04% |
3.89% |
-1.06% |
|
|
|
|
|
|
|
|
|
|
|
20 years |
4.72% |
4.57% |
|
|
5 years |
1 year |
3.64% |
3.48% |
-1.47% |
|
|
|
|
|
|
30 years |
4.78% |
4.63% |
|
|
7 years |
1 year |
3.50% |
3.35% |
-1.60% |
|
|
|
|
|
|
10 years |
1 year |
3.39% |
3.24% |
-1.71% |
|
|
|
|
|
|
|
|
5 years |
2 years |
3.73% |
3.58% |
-0.93% |
|
|
Amortizing
Advances |
|
7 years |
2 years |
3.54% |
3.39% |
-1.12% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Amortization
Term |
|
10 years |
2 years |
3.49% |
3.34% |
-1.17% |
|
|
|
|
Term |
5 years |
7 years |
10 years |
15 years |
|
7 years |
3 years |
3.60% |
3.45% |
-0.67% |
|
|
|
|
|
|
5 years |
4.33% |
4.22% |
4.15% |
4.12% |
|
10 years |
5 years |
3.78% |
3.62% |
-0.23% |
|
|
7 years |
n/a |
4.25% |
4.24% |
4.23% |
|
Term |
Lockout |
Bermudan |
All-in After Dividend* |
Option Value |
|
|
|
|
|
|
10 years |
n/a |
n/a |
4.28% |
4.31% |
|
5 years |
6 months |
3.37% |
3.22% |
-1.72% |
|
|
|
|
|
|
Term |
15 years |
20 years |
25 years |
30 years |
|
7 years |
6 months |
3.09% |
2.93% |
-2.00% |
|
|
15 years |
4.44% |
4.55% |
4.60% |
4.62% |
|
10 years |
3 months |
2.74% |
2.59% |
-2.15% |
|
|
|
|
|
n/a |
4.60% |
4.68% |
4.72% |
|
7 years |
1.24% |
0.02% |
1.26% |
0.32% |
|
|
30 years |
n/a |
n/a |
n/a |
4.75% |
|
10 years |
1.55% |
0.02% |
1.58% |
0.32% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Floating Rate
Advances |
|
|
|
|
|
Discount Note Floater Advances |
|
SOFR Index Floater Advances |
|
|
|
|
|
|
Non-Prepayable |
Prepayable (on reset dates)^ |
|
Index / Rate Indic. |
Term |
Prior Index |
Spread |
Prior Day Rate |
|
|
|
|
|
|
Term** |
Spread to 4WK |
Spread to 13WK |
Spread to 4WK |
Spread to 13WK |
|
SOFR |
3 Months |
4.55% |
0.20% |
4.75% |
|
|
|
|
|
|
3 months |
0.23% |
n/a |
0.25% |
n/a |
|
SOFR |
6 Months |
4.55% |
0.21% |
4.77% |
|
|
|
|
|
|
6 months |
0.29% |
0.23% |
0.36% |
0.30% |
|
SOFR |
9 Months |
4.55% |
0.23% |
4.78% |
|
|
|
|
|
|
1 year |
0.30% |
0.24% |
0.38% |
0.32% |
|
SOFR |
1 Year |
4.55% |
0.24% |
4.80% |
|
|
|
|
|
|
2 years |
0.45% |
0.36% |
0.47% |
0.38% |
|
SOFR |
18 Months |
4.55% |
0.29% |
4.84% |
|
|
|
|
|
|
3 years |
0.51% |
0.41% |
0.53% |
0.43% |
|
SOFR |
2 Years |
4.55% |
0.30% |
4.85% |
|
4 years |
0.53% |
0.44% |
0.55% |
0.46% |
|
SOFR |
3 Years |
4.55% |
0.32% |
4.90% |
|
5 years |
0.55% |
0.46% |
0.57% |
0.48% |
|
SOFR |
4 Years |
4.55% |
0.42% |
4.99% |
|
Prior Index |
4 week |
4.540% |
13 week |
4.719% |
|
SOFR |
5 Years |
4.55% |
0.46% |
5.02% |
|
^Prepayable at par with 1 day notice.
**Please call for terms between 5 years and 10 years, or for 26 week
index. |
|
|
SOFR |
6 Years |
4.55% |
0.64% |
5.20% |
|
|
Overnight Discount Note
Floater** |
|
SOFR |
7 Years |
4.55% |
0.76% |
5.33% |
|
|
Term^ |
|
Prior Index |
Spread |
Prior Day Rate |
|
SOFR |
8 Years |
4.55% |
0.87% |
5.44% |
|
|
<= 3
Months |
|
4.315% |
0.414% |
4.709% |
|
SOFR |
9 Years |
4.55% |
0.92% |
5.47% |
|
|
|
|
|
^Prepayable same day before 3:00PM. **Please
call for additional terms not listed above. |
|
SOFR |
10 Years |
4.55% |
0.96% |
5.51% |
|
|
|
|
|
|
Overnight Advances |
|
|
|
|
|
|
Term |
|
Minimum |
Today |
Prior Day |
|
|
|
|
|
|
|
|
|
|
|
|
1 Day |
|
No minimum |
4.70% |
4.69% |
|
|
|
|
|
|
|
|
|
Open
Line (Daily Rate Set)# |
No minimum |
4.86% |
4.86% |
|
|
|
|
|
|
|
|
|
#Rate
set at and available until 3:00 pm; Late Day Advances may be available until
4:30 pm by calling 855-345-2244, Option 1. |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|